+103.7%
LMT vs MOD
+815.4%
-711.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | +4.8% | +16.1% | -11.2% | +4.6% |
| 30D | +19.9% | -38.5% | +58.4% | +20.5% |
| 3M | +0.2% | -46.8% | +47.0% | +0.9% |
| 6M | +17.4% | -61.6% | +79.0% | +18.7% |
| YTD | +27.2% | -20.5% | +47.7% | +26.3% |
| 1Y | +35.6% | -28.0% | +63.6% | +34.8% |
| 3Y | +47.1% | +134.9% | -87.9% | +41.5% |
| 5Y | +103.7% | +833.2% | -729.5% | +96.2% |
| All | +103.7% | +815.4% | -711.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling